CME Australian Dollar Future March 2018

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	0.7551	0.7545	-0.0006	-0.1%	0.7641
High	0.7565	0.7582	0.0017	0.2%	0.7657
Low	0.7539	0.7527	-0.0012	-0.2%	0.7530
Close	0.7540	0.7577	0.0037	0.5%	0.7560
Range	0.0026	0.0055	0.0029	111.5%	0.0127
ATR	0.0048	0.0048	0.0001	1.0%	0.0000
Volume	533	473	-60	-11.3%	1,562

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7727	0.7707	0.7607
R3	0.7672	0.7652	0.7592
R2	0.7617	0.7617	0.7587
R1	0.7597	0.7597	0.7582	0.7607
PP	0.7562	0.7562	0.7562	0.7567
S1	0.7542	0.7542	0.7572	0.7552
S2	0.7507	0.7507	0.7567
S3	0.7452	0.7487	0.7562
S4	0.7397	0.7432	0.7547

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7963	0.7889	0.7630
R3	0.7836	0.7762	0.7595
R2	0.7709	0.7709	0.7583
R1	0.7635	0.7635	0.7572	0.7609
PP	0.7582	0.7582	0.7582	0.7569
S1	0.7508	0.7508	0.7548	0.7482
S2	0.7455	0.7455	0.7537
S3	0.7328	0.7381	0.7525
S4	0.7201	0.7254	0.7490

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7610	0.7527	0.0083	1.1%	0.0044	0.6%	60%	False	True	376
10	0.7684	0.7527	0.0157	2.1%	0.0041	0.5%	32%	False	True	316
20	0.7773	0.7527	0.0246	3.2%	0.0048	0.6%	20%	False	True	250
40	0.7884	0.7527	0.0357	4.7%	0.0045	0.6%	14%	False	True	148
60	0.8100	0.7527	0.0573	7.6%	0.0051	0.7%	9%	False	True	109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7816
2.618	0.7726
1.618	0.7671
1.000	0.7637
0.618	0.7616
HIGH	0.7582
0.618	0.7561
0.500	0.7555
0.382	0.7548
LOW	0.7527
0.618	0.7493
1.000	0.7472
1.618	0.7438
2.618	0.7383
4.250	0.7293

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	0.7570	0.7572
PP	0.7562	0.7567
S1	0.7555	0.7563

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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